| 2 Year Treasury Note Future Sept 26
| - | 4.17% | - | - | 125 |
| United States Treasury Bonds 4.25%
| - | 3.05% | - | - | 21,232,900 |
| United States Treasury Bonds 1.375%
| - | 2.56% | - | - | 32,500,000 |
| United States Treasury Notes 1.875%
| - | 2.02% | - | - | 12,316,600 |
| US Treasury Bond Future Sept 26
| - | 1.45% | - | - | 80 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.40% | - | - | 9,327,147 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.31% | - | - | 8,174,473 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.28% | - | - | 8,285,498 |
| Federal National Mortgage Association 4%
| - | 1.24% | - | - | 8,146,401 |
| Federal National Mortgage Association 2.5%
| - | 1.23% | - | - | 8,881,860 |